-100.0%
SNOA vs SPY
+657.8%
-757.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | +0.8% | -1.4% | +2.2% | +1.4% |
| 3M | +17.1% | +3.7% | +13.4% | +15.4% |
| 6M | -48.0% | +13.0% | -61.0% | -50.7% |
| YTD | -64.3% | +12.4% | -76.7% | -66.0% |
| 1Y | -70.2% | +18.5% | -88.7% | -72.2% |
| 3Y | -93.2% | +77.6% | -170.8% | -94.5% |
| 5Y | -98.8% | +81.7% | -180.5% | -99.1% |
| 10Y | -99.8% | +319.7% | -419.5% | -99.9% |
| All | -100.0% | +657.8% | -757.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling